+1.7%
WBD vs KEY
+15.4%
-13.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.5% | -1.2% | +1.8% | +1.1% |
| 30D | -1.6% | +1.5% | -3.1% | -2.4% |
| 3M | -0.9% | -6.0% | +5.1% | +1.7% |
| 6M | +19.6% | +22.0% | -2.4% | +6.9% |
| YTD | -5.9% | +5.7% | -11.6% | -9.3% |
| 1Y | +200.9% | +45.1% | +155.8% | +144.1% |
| 3Y | +101.4% | +163.2% | -61.8% | +17.0% |
| All | +1.7% | +15.4% | -13.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling